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Course Catalog

140.722.01 Probability Theory II

Department:
Biostatistics
Term:
2nd term
Credits:
3 credits
Academic Year:
2017 - 2018
Location:
East Baltimore
Class Times:
  • Tu Th,  3:30 - 4:20pm
Lab Times:
  • Wednesday,  11:00 - 11:50am
Auditors Allowed:
No
Grading Restriction:
Letter Grade or Pass/Fail
Contact:
Cristian Tomasetti
Course Instructor:
Resources:
Prerequisite:

Calculus and real analysis; 140.721

Description:

Presents the first part of the classical results of probability theory: independence, types of convergence, laws of large numbers, Borel-Cantelli lemmas, Kolmogorov’s zero-one law, random series and rates of convergence. Also discusses characteristic functions and weak convergence.

Learning Objectives:

Upon successfully completing this course, students will be able to:

  1. Assess whether two random variables are independent or not
  2. Define and relate the various types of convergence
  3. Derive the value to which a random sequence or series converges
  4. Calculate the Fourier transform of some random variables
Methods of Assessment:

Homework (50 %), final take-home exam (50%)

Instructor Consent:

Consent required for some students

Consent Note:

Consent required for any students who are not in the Biostatistics PhD program

For consent, contact:

ctomase2@jhmi.edu